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DE08768112T1 - METHOD AND SYSTEM FOR MONITORING MARKET DATA FOR IDENTIFYING USER-DEFINED MARKET CONDITIONS - Google Patents

METHOD AND SYSTEM FOR MONITORING MARKET DATA FOR IDENTIFYING USER-DEFINED MARKET CONDITIONS
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DE08768112T1
DE08768112T1DE08768112TDE08768112TDE08768112T1DE 08768112 T1DE08768112 T1DE 08768112T1DE 08768112 TDE08768112 TDE 08768112TDE 08768112 TDE08768112 TDE 08768112TDE 08768112 T1DE08768112 T1DE 08768112T1
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liquidity
network node
centralized network
real
request
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DE08768112T
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German (de)
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Douglas G. Evergreen Kittelsen
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Ften Inc
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Ften Inc
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Abstract

Translated fromGerman

Verfahren zum Überwachen von Marktdaten, umfassend:
Sammeln von Echtzeitdaten, welche Zustände eines Handelsmarktes betreffen, an einem Edge-Server, welcher einem Liquiditätsziel beim Handeln von mindestens einem Finanzhandelsprodukt zugeordnet ist;
Normieren der Echtzeitdaten, welche gesammelt wurden, auf eine Standardform in dem Edge-Server;
Speichern der Echtzeitdaten, welche normiert wurden, in dem Edge-Server;
Empfangen von benutzerdefinierten Kriterien, welche einen bestimmten Vorgang bei den Zuständen definieren, von einem zentralisierten Netzknoten an dem Edge-Server;
Bestimmen, ob ein Zustand in dem Handelsmarkt zu dem Vorgang passt;
Erzeugen einer Antwort, welche eine Meldung des Auftretens des Vorgangs bereitstellt; und
Senden der Antwort zu dem zentralisierten Netzknoten für eine Verteilung zu einem Benutzer, welcher den benutzerdefinierten Kriterien zugeordnet ist.
A method of monitoring market data, comprising:
Collecting real-time data related to conditions of a trading market at an edge server associated with a liquidity goal in trading at least one financial trading product;
Normalizing the real-time data that has been collected to a standard form in the edge server;
Storing the real-time data that has been normalized in the edge server;
Receiving, from a centralized network node at the edge server, custom criteria defining a particular process at the states;
Determining whether a condition in the trading market matches the operation;
Generating a response providing a notification of the occurrence of the process; and
Sending the response to the centralized network node for distribution to a user associated with the user-defined criteria.

Claims (24)

Translated fromGerman
Verfahren zum Überwachen von Marktdaten, umfassend: Sammelnvon Echtzeitdaten, welche Zuständeeines Handelsmarktes betreffen, an einem Edge-Server, welcher einemLiquiditätszielbeim Handeln von mindestens einem Finanzhandelsprodukt zugeordnetist; Normieren der Echtzeitdaten, welche gesammelt wurden,auf eine Standardform in dem Edge-Server; Speichern der Echtzeitdaten,welche normiert wurden, in dem Edge-Server; Empfangen von benutzerdefiniertenKriterien, welche einen bestimmten Vorgang bei den Zuständen definieren,von einem zentralisierten Netzknoten an dem Edge-Server; Bestimmen,ob ein Zustand in dem Handelsmarkt zu dem Vorgang passt; Erzeugeneiner Antwort, welche eine Meldung des Auftretens des Vorgangs bereitstellt;und Senden der Antwort zu dem zentralisierten Netzknoten für eine Verteilungzu einem Benutzer, welcher den benutzerdefinierten Kriterien zugeordnetist.A method of monitoring market data, comprising:Collectof real-time data, which statesa trading market, at an edge server, which oneliquidity targetassociated with trading at least one financial trading productis;Normalize the real-time data that has been collectedto a standard form in the edge server;Storing the real-time data,which have been normalized in the Edge server;Receiving customCriteria that define a particular process in the statesfrom a centralized network node to the edge server;Determine,whether a condition in the trading market matches the transaction;Producea response providing a message of the occurrence of the transaction;andSending the response to the centralized network node for a distributionto a user assigned to the user-defined criteriais.Verfahren nach Anspruch 1, wobei das Sammeln derEchtzeitdaten umfasst: Sammeln von Level 2-„Depth of Book”-Informationen alsdie Echtzeitdaten fürSymbole, welche bei dem Liquiditätszielgehandelt werden.The method of claim 1, wherein collecting theReal-time data includes:Collect level 2 "depth of book" information asthe real-time data forIcons, which at the liquidity goaltraded.Verfahren nach Anspruch 2, ferner umfassend: Analysierender Level 2-„Depthof Book”-Informationen,um Level 1-„Topof Book”-Informationenfür Symbolezu bestimmen, welche bei dem Liquiditätsziel gehandelt werden; und Sendender Level 1-„Topof Book”-Informationenzu dem zentralisierten Netzknoten für eine Verteilung an interessierteBenutzer.The method of claim 2, further comprising:Analyzethe level 2- "Depthof Book "information,at Level 1- "Topof Book "informationfor symbolsto determine which ones are traded on the liquidity target; andSendthe level 1- "topof Book "informationto the centralized network node for distribution to interestedUser.Verfahren nach Anspruch 1, wobei das Erzeugen einerAntwort umfasst: Erzeugen eines Meldungssignals.The method of claim 1, wherein generating aAnswer includes:Generating a message signal.Verfahren nach Anspruch 4, ferner umfassend: Empfangendes Meldungssignals von dem Benutzer, wobei der Benutzer das Meldungssignaldefiniert, um anzuzeigen, dass der Vorgang aufgetreten ist.The method of claim 4, further comprising:Receivethe message signal from the user, wherein the user receives the message signaldefined to indicate that the operation has occurred.Verfahren nach Anspruch 1, ferner umfassend: Sendender Echtzeitdaten zu einem zentralisierten Netzknoten in einem eins-zu-einsMeldungsverhältnis.The method of claim 1, further comprising:Sendthe real-time data to a centralized network node in a one-to-oneMessage ratio.Verfahren nach Anspruch 1, ferner umfassend: für eine gegebeneZeitdauer Bestimmen eines Nettoergebnisses einer Handelsaktivität zu einemSymbol, welches bei dem Liquiditätszielgehandelt wird; und Senden einer Momentaufnahme des Symbolseinschließlichdes Nettoergebnisses zu dem zentralisierten Netzknoten für eine Konsolidierungund Aktualisierung, wobei die Momentaufnahme mit einem vorhergehendenBuchungszustand des Symbols bei dem Netzknoten kombiniert wird,um den Zustand zu aktualisieren.The method of claim 1, further comprising:for a givenTime duration Determining a net result of a trading activity at a timeSymbol, which at the liquidity targetis traded; andSending a snapshot of the iconincludingthe net result to the centralized network node for consolidationand updating, where the snapshot is a previous oneBooking status of the symbol in which the network node is combined,to update the state.Verfahren nach Anspruch 7, wobei das Senden einerMomentaufnahme ferner umfasst: Ablehnen, die Momentaufnahmezu senden, wenn das Nettoergebnis Null ist.The method of claim 7, wherein sending aSnapshot also includes:Reject, the snapshotto send if the net result is zero.Verfahren nach Anspruch 1, wobei der Vorgang einbestimmtes Symbol betrifft.The method of claim 1, wherein the process includesspecific symbol concerns.Verfahren nach Anspruch 1, wobei der Vorgang zweioder mehr Symbole betrifft.The method of claim 1, wherein the process is twoor more symbols.Verfahren nach Anspruch 1, wobei das Bestimmen einesZustandes umfasst: Vergleichen von Zeitstempeln, welche vondem Liquiditätszielund wie berichtet bereitgestellt werden, um zu bestimmen, ob derMarkt zurückfällt.The method of claim 1, wherein determining aCondition includes:Compare timestamps, which bythe liquidity targetand as reported, to determine whether theMarket falls behind.Verfahren nach Anspruch 1, ferner umfassend: Ermöglichenfür einenBenutzer, die benutzerdefinierten Kriterien in einer Anfrage zudefinieren; Annehmen der Anfrage an dem zentralisierten Netzknoten;Aktualisieren der Anfrage; und Verteilen der Anfrage an denEdge-Server.The method of claim 1, further comprising:Enablefor oneUsers who have custom criteria in a request toodefine;Accepting the request at the centralized network node;Updating the request; andDistribute the request to theEdge server.Verfahren nach Anspruch 1, wobei der Vorgang einenSIC-Code betrifft.The method of claim 1, wherein the process comprises aSIC Code.Verfahren zum Überwachenvon Marktdaten, umfassend: bei jedem von mehreren Edge-Servern,welche mehreren Liquiditätszielenbeim Handeln von mindestens einem Finanzhandelsprodukt zugeordnetsind, Sammeln von Echtzeitdaten, welche Marktzustände betreffen; beijedem der mehreren Edge-Server Normalisieren der Echtzeitdaten,welche gesammelt wurden, auf eine Standardform; bei jedem dermehreren Edge-Server Speichern der Echtzeitdaten, welche normalisiertwurden; bei einem zentralisierten Netzknoten Empfangen einerAnfrage von einem Benutzer fürein Überwachen einesVorgangs in den Marktzuständen,wobei die Anfrage benutzerdefinierte Kriterien aufweist, welche denVorgang definieren; Senden der benutzerdefinierten Kriterienzu passenden Edge-Servern,welche wie in der Anfrage definiert den entsprechenden Liquiditätszielenzugeordnet sind; Empfangen einer Antwort auf die Anfrage andem zentralisierten Netzknoten, welche ein Auftreten des Vorgangsanzeigt; und Senden der Antwort zu dem Benutzer.Method of monitoringof market data, comprising:on each of several edge servers,which multiple liquidity goalsassociated with trading at least one financial trading productare, collecting real-time data concerning market conditions;atnormalizing the real-time data to each of the multiple edge servers,which were collected to a standard form;at each of themultiple edge server storing the real-time data, which normalizeswere;at a centralized network node receiving aRequest from a user fora monitoring of oneProcess in market conditions,wherein the request has user-defined criteria that theDefine process;Send the custom criteriato matching edge servers,which as defined in the request defines the corresponding liquidity goalsassigned;Receive a response to the requestthe centralized network node, which is an occurrence of the operationdisplays; andSending the answer to the user.Verfahren nach Anspruch 14, wobei das Empfangeneiner Antwort umfasst: Empfangen eines Meldungssignals alsdie Antwort, wobei das Meldungssignal von dem Benutzer definiertist und zuvor zu den passenden Edge-Servern gesendet wurde.The method of claim 14, wherein the Receiving a response comprises: receiving a message signal as the response, the message signal being defined by the user and previously sent to the appropriate edge servers.Verfahren nach Anspruch 14, ferner umfassend: Empfangender Echtzeitdaten, welche normalisiert sind, von jedem der mehrerenEdge-Server bei dem zentralisierten Netzknoten in einem näherungsweise eins-zu-einsNachrichtenverhältnisfür eineVerteilung an interessierte Benutzer.The method of claim 14, further comprising:Receivethe real-time data, which is normalized, from each of the severalEdge server at the centralized network node in an approximately one-to-onemessages ratiofor oneDistribution to interested users.Verfahren nach Anspruch 14, ferner umfassend: Speichernder Anfrage bei dem zentralisierten Netzknoten; und Abfragen derpassenden Edge-Server nach Aktualisierungen der Anfrage.The method of claim 14, further comprising:to savethe request to the centralized network node; and queries thematching edge server for updates to the request.Verfahren nach Anspruch 14, ferner umfassend: Empfangenmehrerer Momentaufnahmen von Symbolen, welche bei den mehreren Liquiditätszielengehandelt werden, wobei eine Momentaufnahme ein Nettoergebnis einerHandelsaktivitätvon einem entsprechenden Symbol für eine gegebene Zeitdauer umfasst;und Konsolidieren von Buchungen der Symbole, welche bei denmehreren Liquiditätszielengehandelt werden, unter Verwendung der mehreren Momentaufnahmendurch Aktualisieren der Buchungen, wobei die Momentaufnahme miteinem vorhergehenden Zustand einer entsprechenden Buchung des entsprechendenSymbols fürein Aktualisieren eines aktuellen Zustandes der entsprechenden Buchungfür eineVerteilung an interessierte Benutzer kombiniert wird.The method of claim 14, further comprising:Receiveseveral snapshots of symbols, which at the several liquidity goalsare traded, with a snapshot being a net result of aClassificationfrom a corresponding symbol for a given period of time;andConsolidate bookings of the symbols used in theseveral liquidity goalstraded using multiple snapshotsby updating the bookings, taking the snapshot witha previous state of a corresponding posting of the correspondingSymbols forupdating a current state of the corresponding bookingfor oneDistribution to interested users.Verfahren nach Anspruch 18, wobei das Konsolidierenvon Buchungen umfasst: Konsolidieren von Level 1- und Level2-Buchinformationen fürdie Symbole, welche bei den mehreren Liquiditätszielen gehandelt werden.The method of claim 18, wherein consolidatingof bookings includes:Consolidate Level 1 and Level2-book information forthe symbols traded on the multiple liquidity targets.Verfahren nach Anspruch 14, ferner umfassend: Empfangeneiner Level 1-Buchinformation von den mehreren Edge-Servern für Symbole,welche bei den mehreren Liquiditätszielengehandelt werden, für eineVerteilung an interessierte Benutzer.The method of claim 14, further comprising:Receivelevel 1 book information from the multiple edge servers for symbols,which with the several liquidity goalsbe traded for oneDistribution to interested users.System zum Überwachenvon Marktdaten, umfassend: mehrere Liquiditätsziele beim Handeln von mindestenseinem Finanzhandelsprodukt; mehrere Edge-Server, welche denmehreren Liquiditätszielenzugeordnet sind, wobei mindestens einer der mehreren Edge-Server umfasst: – einenSammler zum Sammeln von Echtzeitdaten, welche Marktzustände betreffen; – eine Normierungsmaschinezum Normieren der Echtzeitdaten, welche gesammelt wurden, auf eine Standardform; – einenVergleicher zum Überwacheneines Vorgangs in den Marktzuständen,wie von einem Benutzer angefordert; – ein Meldungsmodul zum Erzeugeneines Meldungssignals, welches eine Meldung des Auftretens des Vorgangsbereitstellt, und zum Senden des Meldungssignals zu einem zentralisiertenNetzknoten; und den zentralisierten Netzknoten zum Empfangeneiner Anforderung von dem Benutzer zum Überwachen des Vorgangs, wobeidie Anforderung benutzerdefinierte Kriterien aufweist, welche denVorgang definieren, wobei der zentralisierte Netzknoten ausgestaltet ist,die Anforderung zu passenden Liquiditätszielen wie in der Anforderungdefiniert zu senden, und wobei der zentralisierte Netzknoten ausgestaltetist, das Meldungssignal füreine Verteilung zu den Benutzern zu empfangen.System for monitoringof market data, comprising:multiple liquidity goals when trading at leasta financial trade product;several edge servers that use theseveral liquidity goalsassociated with at least one of the multiple edge servers:- oneCollectors for collecting real-time data concerning market conditions;- a standardization machinefor normalizing the real-time data that has been collected to a standard form;- oneComparator for monitoringa transaction in market conditions,as requested by a user;A message module for generatinga message signal, which is a message of the occurrence of the processand send the message signal to a centralized oneNetwork nodes; andthe centralized network node for receivinga request from the user to monitor the operation, whereinthe request has user-defined criteria that theDefining an operation where the centralized network node is designed,the requirement for appropriate liquidity targets as in the requirementdefined, and wherein the centralized network node configuredis the message signal forto receive a distribution to the users.System nach Anspruch 21, wobei der zentralisierteNetzknoten ausgestaltet ist, Edge-Server, welche den passenden Liquiditätszielenzugeordnet sind, nach Aktualisierungen der Anfrage abzufragen.The system of claim 21, wherein the centralizedNetwork node is designed, edge server, which has the appropriate liquidity goalsare assigned to query for updates to the request.System nach Anspruch 21, wobei der zentralisierteNetzknoten eine Konsolidiervorrichtung umfasst, welche ausgestaltetist, mehrere Momentaufnahmen von mehreren Symbolen, welche bei den mehrerenLiquiditätszielengehandelt werden, zu empfangen, wobei eine Momentaufnahme ein Nettoergebniseiner Handelsaktivitätdes entsprechenden Symbols füreine gegebene Zeitdauer umfasst, und welcher ausgestaltet ist, Bücher dermehreren Symbole, welche bei den mehreren Liquiditätszielengehandelt werden, unter Verwendung der mehreren Momentaufnahmendurch Aktualisieren der Bücher zukonsolidieren, wobei die Momentaufnahme mit einem vorhergehendenZustand eines entsprechenden Buchs des entsprechenden Symbols zumAktualisieren eines aktuellen Zustandes des entsprechenden Buchsfür eineVerteilung an interessierte Benutzer kombiniert wird.The system of claim 21, wherein the centralizedNetwork node comprises a consolidation device, which designedis, several snapshots of several symbols, which in the severalliquidity targetsare traded to receive, with a snapshot a net resulta trading activitythe corresponding symbol forincludes a given period of time, and which is designed books ofseveral symbols, which with the several liquidity goalstraded using multiple snapshotsby updating the books tooconsolidate, taking the snapshot with a previous oneState of a corresponding book of the corresponding symbol forUpdate a current state of the corresponding bookfor oneDistribution to interested users.System nach Anspruch 21, wobei der zentralisierteNetzknoten ausgestaltet ist, eine Level 1-Buchinformation von Edge-Servern,welche den mehreren Liquiditätszielenzugeordnet sind, fürbei den mehreren Liquiditätszielengehandelten Symbolen füreine Verteilung an interessierte Benutzer zu empfangen.The system of claim 21, wherein the centralizedNetwork node, level 1 book information from edge servers,which the multiple liquidity goalsare assigned forwith the multiple liquidity targetstraded symbols forto receive a distribution to interested users.
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EP2168091A2 (en)2010-03-31
US10296974B2 (en)2019-05-21
WO2008150533A2 (en)2008-12-11
CA2690555C (en)2016-11-01
US20080301061A1 (en)2008-12-04
WO2008150533A3 (en)2009-12-30
EP2168091A4 (en)2012-05-09
CA2690555A1 (en)2008-12-11
US8838495B2 (en)2014-09-16

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